Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-10 0.490044 0.548840 0.615547 0.697637 0.797074 0.915140 1.068289
2025-08-17 0.399670 0.467063 0.548743 0.657132 0.800587 0.989253 1.266016
2025-08-24 0.350601 0.422545 0.514103 0.642878 0.825985 1.088861 1.520798
2025-08-31 0.332321 0.412361 0.519126 0.678264 0.922101 1.307618 2.032297
2025-09-07 0.305876 0.387282 0.499513 0.673979 0.956771 1.439378 2.456934
2025-09-14 0.282300 0.363151 0.477585 0.661672 0.974489 1.545270 2.885137
2025-09-21 0.264712 0.345488 0.462611 0.657178 1.003211 1.678396 3.456383
2025-09-28 0.247451 0.326642 0.443681 0.643197 1.011596 1.772797 3.998533
2025-10-05 0.243998 0.327648 0.454932 0.680814 1.123711 2.130847 5.695073
2025-10-12 0.245504 0.336067 0.478502 0.743395 1.301955 2.739148 9.486305
2025-10-19 0.233069 0.321797 0.463442 0.732614 1.320144 2.928439 11.800926
2025-10-26 0.223250 0.310950 0.453113 0.729396 1.354948 3.188129 15.505636
2025-11-02 0.209203 0.293172 0.430756 0.702430 1.334058 3.281895 18.700873
2025-11-09 0.194524 0.273567 0.403891 0.663634 1.277071 3.228207 20.426792
2025-11-16 0.185035 0.261901 0.390083 0.649970 1.281933 3.414318 26.981432
2025-11-23 0.183664 0.263459 0.399735 0.686280 1.428994 4.301782 66.543649
2025-11-30 0.176780 0.255317 0.391089 0.682049 1.462454 4.725476 126.296348
2025-12-07 0.169392 0.245896 0.379375 0.669573 1.468795 5.026620 245.776790
2025-12-14 0.163569 0.238839 0.371565 0.665019 1.498942 5.509737 877.330954
2025-12-21 0.157009 0.230176 0.360130 0.650797 1.495088 5.790230 5527.993329
2025-12-28 0.156931 0.232774 0.370398 0.689088 1.679324 7.741637 NaN
2026-01-04 0.159196 0.239628 0.389592 0.752827 1.989523 12.083081 NaN
2026-01-11 0.153834 0.232441 0.380041 0.741843 2.004959 13.262467 NaN